English

Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature

Probability 2019-04-16 v4

Abstract

We consider the Gaussian beta-ensemble when β\beta scales with nn the number of particles such that n1β1\displaystyle{{n}^{-1}\ll \beta\ll 1}. Under a certain regime for β\beta, we show that the largest particle satisfies a large deviations principle in R\mathbb{R} with speed nβn\beta and explicit rate function. As a consequence, the largest particle converges in probability to 22, the rightmost point of the semicircle law.

Keywords

Cite

@article{arxiv.1806.07651,
  title  = {Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature},
  author = {Cambyse Pakzad},
  journal= {arXiv preprint arXiv:1806.07651},
  year   = {2019}
}

Comments

16 pages

R2 v1 2026-06-23T02:35:47.555Z